Bootstrapping Threshold Autoregressive Models (Q3298676)

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Bootstrapping Threshold Autoregressive Models
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    Bootstrapping Threshold Autoregressive Models (English)
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    15 July 2020
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    AIC
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    AIC\(_{\mathrm C}\)
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    AIC\(_{\mathrm u}\)
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    AR-sieve bootstrap
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    bootstrap model selection criteria
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    moving block bootstrap
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